+110.8%
JNJ vs F
+45.8%
+65.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +3.5% | -3.1% | +6.5% | +3.6% |
| 30D | +12.5% | 0.0% | +12.5% | +12.5% |
| 3M | +9.6% | -13.2% | +22.8% | +10.3% |
| 6M | +25.3% | -10.2% | +35.5% | +25.7% |
| YTD | +40.3% | -4.9% | +45.2% | +39.9% |
| 1Y | +49.6% | -6.1% | +55.7% | +49.3% |
| 3Y | +110.8% | +46.0% | +64.8% | +105.7% |
| All | +110.8% | +45.8% | +65.0% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded F wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling